How do I change the layer of certain objects in a group?
Be aware the BGE does not know about layers (in terms of logic and object management). The differs between 


active objects (residing in visible layers inside Blender) and 
inactive objects (residing in hidden layers inside Blender).


This assignment is fixed. You can't change it while running the game.

Finally you do not need to do that.

The trick is to place the linked objects inside the hidden layer. This makes them inactive and therefore available for AddObject.

I usually assign linked objects (even single objects) to a group. I link the group from the target blend file.

This allows me to instantiate the group as often as I like in any scene and any layer.

In your case you can create an instance in an hidden layer. While you run your game you can addObject() all objects of the instance.